Systems and Solutions

Class 4
1st Order Systems
 1st Order Systems

dx
  x  f t
dt
x  0  xo

  time constant (s)

x  Instrument response (output)
f  t   Quantity to be measured (input)
 1st Order Systems

dx
  x  f t
dt
x  0  xo

Step Input f ( t )  K s us  t 
Ramp Input f (t )  K r tus  t 
Harmonic Input f (t )  K h cos t 
 1st Order Systems with Step Input

dx
  x  K su t 
2

dt u(t)
x  0  xo 1

0, t  0
u t     0
-1 0 1 2

1, t  0 
Time, t
 1st Order Systems with Step Input
Solution by Integration

dx

x t
 x  Ks dx
dt x K s  x  0 dt
x  0  xo
o

u  K s  x, du   dx
u t
du
    dt ,
dx u 0
  Ks  x uo
dt u u
dx   ln   t , ln    t 
 dt  uo   uo 
Ks  x
Ks  x x  Ks
x t   e t  Error Ratio
dx K s  xo xo  K s
x K s  x  0 dt x  t   K s   xo  K s  e t 
o
 1st Order Systems with Step Input
Error Ratio and Excitation Ratio
1

Error: 0.8
Excitation Ratio
Output deviation from input
0.6

0.4
Excitation:
Error Ratio
Output deviation from its initial value 0.2

time, t
0
0 1 2 3 4 5

Current Error Current Excitation

Error Ratio  rerr  Excitation Ratio  rex 
Starting Error Desired Excitation
Output deviation from its initial value
Current deviation from input value rex 
rerr  Input deviation from initial output
Starting deviation from input value
x  xo K  xo x  xo
K x x  Ks rex   1 s 
rerr  s   e t  K s  xo K s  x o K s  xo
K s  xo xo  K s
 K  xo x  xo 
rex  1   s  
K
 s  x o K s  x o 

 K x 
rex  1   s   1  rerr  1  e  t 
 K s  xo 
 1st Order Systems with Step Input
Solution by Superposition
Assume a solution of the form
dx x  t   xh  t   x p  t 
  x  Ks
dt where

x  0  xo x h  xh  0
and
x p  x p  K s Solution of the particular equation
x p  x p  K s
For the homogenoeu s ODE is found by observatio n
x h  xh  0 xp t  Ks
Assume The complete solution is thereofore
x h  t   Ce rt  x h  t   rCe rt x  t   x p  t   xh  t   K s  Ce  t 
Substituti ng into homogeneou s ODE To satisfy the initial condition,
x h  xh  0,rCe  Ce  0, r  1 Ce  0
rt rt rt
x  0   K s  C  xo , C  xo  K s
r  1, r   1   xh  t   Ce t 
x  t   K s   xo  K s  e  t 
 1st Order Systems with Step Input
Solution by Laplace Transform
s  K s xo
dx X ( s )  xo
  x  Ks s s  1  
dt A B 
x  0  xo X ( s )  xo  
s  s  1  

 
Ks
  sX ( s )  xo   X ( s )   s  K s xo 
A   s  0    K s xo
s  s  s  1    s 0
Ks
sX ( s )  X ( s )   xo  s  K s xo 
B   s  1    
s s  s  1  
  s1 
K  sxo
X ( s )s  1  s B
 1   K s xo
 1  K s xo
s 1 
K  sxo
X ( s)  s  K x 1  K s xo 
s s  1 X ( s )  xo  s o 
s  s  1  

 
x  s  K s xo  K x  Ks
X ( s)  o X ( s)  s  o
s  s  1   s s 1  
x  t   K s   xo  K s  e t 
 1st Order Systems with Unit Step Input and Unit Time Constant

MATLAB Simulation by Transfer Function

>> num=1;
dx
  x  f t >> den=[1 1];
dt
x  0  0
>> sys = tf(num,den);

>> step(sys)
sX ( s )  X ( s )  F  s  1
>> grid Step Response

X ( s )s  1  F  s  0.9

0.8

X ( s) 1
0.7


Transfer Function 0.6

F  s  s  1
Amplitude
0.5

0.4

0.3

0.2

0.1

0
0 1 2 3 4 5 6
Time (sec)
 1st Order Systems with Unit Step Input and Unit Time Constant

MATLAB Simulation by Simulink

dx
  x  u t 
dt
dx 1
  u t   x 
dt 
 1st Order Systems with Ramp Input

dx
  x  xo  K r tu  t  tu  t 
dt
x  0  xo

0, t  0
u t    
1, t  0 
 1st Order Systems with Ramp Input
Solution by Superposition
Solution of the particular equation
Assume a solution of the form x p  x p  xo  K r t
dx
  x  xo  K rt x  t   xh  t   x p  t  Assume a solution of the form
dt
x p  t   At  B , x p  t   A
x  0  x o
where
x h  xh  0 Substitute into the ODE
and A  At  B  xo  K r t
x p  x p  xo  K r t A  Kr
A  B  x o ,
For the homogenoeu s ODE B  xo  A  xo  K r
x h  xh  0 x p  t   K r  t     xo
Assume The complete solution is thereofore
xh  t   Ce rt  x h  t   rCe rt x  t   x p  t   x h  t   xo  K r  t     Ce  t 
Substituti ng into homogeneou s ODE To satisfy the initial condition,
x h  xh  0,rCe  Ce  0, r  1 Ce  0
rt rt rt
x  0   x o  K r  C  x o , C   K r
r  1, r   1   xh  t   Ce  t  x  t   xo  K r  t     K r e  t 
x  t   xo  K r t  K r 1  e  t  
 1st Order Systems with Ramp Input
Steady State Error and Relative Error
x t  xo  Krt  Kr 1 et  
dx
  x  xo  K r tu  t 
dt
x  0  xo
1
error  Input - Output 0.9
error   x o  K r t   x  t  0.8
Err r

error  K r 1  e t 
 0.7

Steady state error 0.6

e ss  lim  error  0.5

t 

e ss  lim  K r 1  e  t   
0.4
t 
0.3
e ss  K r 0.2
Error
Relative error  0.1
Steady State Error t
K r 1  e  t  
0
0 0.5 1 1.5 2 2.5 3 3.5 4
Errr   1  e t 
K r
 1st Order Systems with Ramp Input
Relative Input and Relative Excitation

dx
  x  xo  K r tu  t  4
dt
x  0  xo
3.5

x t  xo  Krt  Kr 1 e 

3
t 
Relative Input 1
2.5

Input - Initial Value

Relative Input  1.5
S.S.E Relative Excitation
Kt 1
Relative Input  r  t 
K r
0.5

t
Current Excitation 0
Relative Excitation  ex r  0 0.5 1 1.5 2 2.5 3 3.5 4
Steady State Error
K r t  K r 1  e  t  
ex r   t   1  e  t  
K r
 1st Order Systems with Ramp Input
Solution by Laplace Transform
dx
  x  xo  K rt, x  0   xo  2 1
s  s r
K 

dt  xo
A  s2  2   K x
x K  s  s  1    r o

  sX ( s )  x o   X ( s )  o  2r  
s s   s 0
x K   2 1 K 
 sX ( s )  X ( s )  o  2r   x o  s  s r 
s s d
B   s2  2
 xo    xo  K r
xo s 2  xo s  K r ds   s  s  1    xo
X ( s )  s  1    
 

  s 0
s2
 2 1 K 
xo s 2  xo s  K r s  s r 
X (s)   xo 
s 2  s  1  C   s  1   2  K r xo
 s  s  1   
1 K  
s2  s  r   s1 
 xo K r xo  K r K r
X ( s )  xo X ( s)   
s 2  s  1   s 2
s s 1  
 A B C  x  t   K r t  xo  K r  K re t 
X ( s )   x o  2   
s s s  1    x  t   xo  K r t  K r 1  e t  
 1st Order Systems with Unit Ramp Input and Unit Time Constant

MATLAB Simulation by Transfer Function

dx
  x  f t
dt >> num = [0 0 1];
 MATLAB does not have a ‘ramp’ command to plot the ramp
x  0  0 >> den = [1 1 0];
sX ( s )  X ( s )  F  s 
response of the system. However, note that the response, R (s)
st
>> t=0:0.1:5;
of a system with transfer function G(s) to unit step input is R (s) X ( s )s  1  F  s 
st
X ( s) 1 >> sys = step(num,den,t);
= G(s)/s, and its response to a unit ramp input is R (s) =
G( s)  
rmp
F  s  s  1 >> plot(t,sys,'o',t,t,'-')
G(s)/s2 = (G(s)/s)/s . Thus, the response of G(s) to unit ramp is
G( s) 1 1
equal to the response of H(s) = G(s)/s to unit step. H ( s)    2 >> grid
s s(s  1) s  s

 We may use MATLAB’s ‘step’ command to obtain the ramp

5
response of a system G(s) simply by obtaining the step response
4.5
of H(s) = G(s)/s to unit step.
4

3.5

2.5

1.5

0.5

0
0 1 2 3 4 5
 1st Order Systems with Unit Step Input and Unit Time Constant

MATLAB Simulation by Simulink

dx
  x  tu  t 
dt
dx 1
  tu  t   x 
dt 
 1st Order Systems with Harmonic Input

dx
  x  K h cos t 
dt 0

x  0  0
-1

0 2 4 6 8 10 12
 1st Order Systems with Harmonic Input
Solution by Superposition
sin    2   sin  cos  2   cos sin  2   cos  
cos   2   cos cos  2   sin  sin  2   sin 
Solution of the particular equation
dx x p  x p  K h cos( t )
  x  K h cos t 
dt Assume a solution of the form
x  0  0 x p  t   A cos(t   )
Assume a solution of the form x p  t    A  sin(t   )
x  t   xh  t   x p  t  x p  t    A  cos( t     2 )
where x h  xh  0 and x p  x p  xo  K r t Substitute into the ODE
For the homogenoeus ODE A cos( t     2 )  A cos( t   )  K h cos( t )
x h  xh  0 From the vector plot
A 2   A    K h
2 2
Assume τAω

xh  t   Cert  x h  t   rCert 1   

2
A  Kh A

Substituting into homogeneous ODE   tan 1   ϕ

K
h

x h  xh  0,rCert  Cert  0, r  1 Cert  0 ωt

r  1, r   1   xh  t   Cet 
 1st Order Systems with Harmonic Input
Amplitude Ratio and Phase
f(t)
1

dx
  x  K h cos t 
x(t)

dt r
a

x  0  0
0
ϕ

x  t   A cos(t   )
1   
2
A  Kh -1

  tan 1   0 2 4 6 8 10 12

1.5

ϕ (τω)
Output Amplitude r (τω)
AmplitudeRatio  ra  1 a
Input Amplitude
1   
2
ra  A K h 1
Phase    tan 1   0.5

0
-2 -1 0 1 2
10 10 10 τω 10 10
 1st Order Systems with Harmonic Input
Solution by Complex Exponential
Euler’s Identity

Multiplication & Division Rules

y

ei  cos  i sin 

z = Aeiωt

z  Aeit z1  A1ei1
A

z  A cos t  iA sin t ωt z2  A2ei2

z  x  iy x z1 z2  A1ei1 A2ei2  A1 A2 ei  1 2 
z1 A1ei1 A
 i 2
 1 ei  1 2 
z2 A2e A2
y
Complex Conjugate

z = Aeiωt

z  Aeit
A Power Rules
it
z*  Ae ωt

1
x  Re z   A cos t   z  z * z  Aei
x
-ωt

2 z n   Aei   An ein
n

z1 n   Aei 
1n 1n
 A ei n
z* = Ae-iωt
 Second Order Systems
 In the system shown, the input displacement, x , will
i
cause a deflection in the spring, and some time will be

needed for the output displacement x to reach the

o
input displacement.

x x
i o
c

k
 Second Order Systems
 F  mx o x

k  xi  xo   c x i  x o   mxo
i x
o
c

mxo  cx o  kxo  cx i  kxi m

m c
xo  x o  xo  cx i  kxi k

k k

 If m/k << 1 s2 and c/k << 1 s, the system may be approximated as a zero order system with unity gain.

 If, on the other hand, m/k << 1 s2 , but c/k is not, the system may be approximated by a first order system. Systems with a

storage and dissipative capability but negligible inertial may be modeled using a first-order differential equation.
 Example – Automobile Accelerometer
 Consider the accelerometer used in seismic and vibration engineering to

determine the motion of large bodies to which the accelerometer is

attached.

 The acceleration of the large body places the piezoelectric crystal into

compression or tension, causing a surface charge to develop on the

crystal. The charge is proportional to the motion. As the large body

moves, the mass of the accelerometer will move with an inertial

Piezoelectric crystal
response. The stiffness of the spring, k, provides a restoring force to

move the accelerometer mass back to equilibrium while internal

frictional damping, c, opposes any displacement away from equilibrium.

x x
i
o
c

k
 Zero-Order systems
 Can we model the system below as a zero-order system? If the mass, stiffness, and damping coefficient satisfy certain

conditions, we may.

x x
i o
c

 F  mx o

k  xi  xo   c  x i  x o   mxo
k  xi  xo   c  x i  x o   m xi  xo   mxi
k  c  m  mx i
 First Order Systems
 Measurement systems that contain storage elements do not respond

instantaneously to changes in input. The bulb thermometer is a good

example. When the ambient temperature changes, the liquid inside the

bulb will need to store a certain amount of energy in order for it to reach

the temperature of the environment. The temperature of the bulb

sensor changes with time until this equilibrium is reached, which

accounts physically for its lag in response.

 In general, systems with a storage or dissipative capability but negligible

inertial forces may be modeled using a first-order differential equation.

 1st Order Systems with Step Input
current error current deviation from final value
error ratio = =
starting error starting deviation from final value

current excitation current deviation from initial value

excitation ratio = =
desired (input) excitation input deviation from initial value

𝑑𝑥
𝜏 + 𝑥 = 𝐾𝑢(𝑡)
𝑑𝑡
Excitation ratio may also be called response ratio = current response / desired
𝑥ሺ0ሻ = 𝑥0
response

𝑥 ሺ𝑡ሻ = 𝐾 + ሺ𝑥0 − 𝐾 ሻ𝑒 −𝑡/𝜏

𝑥ሺ𝑡ሻ− 𝐾
Error Ratio
= 𝑒 −𝑡/𝜏
𝑥0 − 𝐾
𝑥 ሺ𝑡 ሻ− 𝑥0
Excitation Ratio = 1 − 𝑒 −𝑡/𝜏
𝐾 − 𝑥0

 Note that the excitation ratio also represents the system response in case of

x0=0 and K=1

 Example 1
 A bulb thermometer with a time constant τ =100 s. is subjected to a step

change in the input temperature. Find the time needed for the response

ratio to reach 90%

 Example 1 Solution
 A bulb thermometer with a time constant τ =100 s. is subjected to a step change in the input temperature. Find the time

needed for the response ratio to reach 90%

𝑥ሺ𝑡ሻ− 𝑥0
= 1 − 𝑒 −𝑡/𝜏 = 0.9
𝐾 − 𝑥0
𝑥ሺ𝑡 ሻ− 𝐾
= 𝑒 −𝑡/𝜏 = 0.1
𝑥0 − 𝐾
𝑡Τ𝜏 = lnሺ10ሻ = 2.3

𝑡 = 2.3 × 𝜏 = 230 𝑠.
≈ 4 minutes
 1st Order Systems with Ramp Input
𝑑𝑥
𝜏 + 𝑥 = 𝑥0 + 𝐾𝑟 𝑡𝑢(𝑡)
𝑑𝑡
current excitation
𝑥ሺ0ሻ = 𝑥0 excitation ratio =
desired (input) excitation
𝑥 ሺ𝑡ሻ = 𝑥0 + 𝐾𝑟 𝑡 − 𝐾𝑟 𝜏(1 − 𝑒 −𝑡/𝜏 )

Error = 𝑥ሺ𝑡ሻ− 𝑓ሺ𝑡ሻ= −𝐾𝑟 𝜏(1 − 𝑒 −𝑡/𝜏 ) current deviation from initial value
excitation ratio =
Steady State Error input deviation from initial value

𝑆. 𝑆. 𝐸 = lim ሺ𝑥(𝑡) − 𝑓(𝑡)ሻ

𝑡→∞

𝑆. 𝑆. 𝐸 = 𝐾𝑟 𝜏
𝑥ሺ𝑡ሻ− 𝑥0
𝐸𝑥𝑐𝑖𝑡𝑎𝑡𝑖𝑜𝑛 𝑅𝑎𝑡𝑖𝑜 =
𝐾𝑟 𝑡
(1 − 𝑒 −𝑡/𝜏 )
𝐸𝑥𝑐𝑖𝑡𝑎𝑡𝑖𝑜𝑛 𝑅𝑎𝑡𝑖𝑜 = 1 −
𝑡 Τ𝜏
Note that using L’Hospital rule

(1 − 𝑒 −𝑡/𝜏 )
lim ቆ1 − ቇ
ሺ𝑡 Τ𝜏 ሻ→0 𝑡 Τ𝜏

൫1 − 𝑒 −𝑡/𝜏 ൯
= lim ሺ1ሻ− lim
ሺ𝑡 Τ𝜏 ሻ→0 ሺ𝑡 Τ𝜏 ሻ→0 𝑡Τ𝜏
𝑒 −𝑡/𝜏
= 1 − lim = 1−1= 0
ሺ𝑡 Τ𝜏 ሻ→0 1
1st Order Systems with Harmonic Input

𝑑𝑥
𝜏 + 𝑥 = 𝐹 cos⁡(ωt)
𝑑𝑡
𝑥 ሺ𝑡ሻ = 𝐶𝑒 −𝑡/𝜏 + 𝑋cos⁡(ωt − φ)
C depends on the initial conditions and the
exponential term will vanish with time. We
are interested in the particular steady
solution 𝑋cos⁡(ωt − φ). Solving for 𝑋 and φ,
we find
𝐹
𝑋=
ඥ1 + ሺ𝜏𝜔ሻ2

φ = tan−1 ሺ𝜏𝜔ሻ
1st Order Systems with Harmonic Input
Define the amplitude ratio 𝐴𝑟 = 𝑋 Τ𝐹 and
the time ratio 𝑇𝑟 = 𝜏Τ𝑇 where 𝑇 = 2𝜋Τ𝜔 is
the period of the excitation function,
𝑋 1 1
𝐴𝑟 = = =
𝐹 ඥ1 + ሺ𝜏𝜔 ሻ2 ඥ1 + 4𝜋 2 𝑇𝑟 2

φ = tan−1 ሺ𝜏𝜔 ሻ= tan−1 ሺ2𝜋𝑇𝑟 ሻ

 1st Order Systems with Harmonic Input
 The amplitude ratio, Ar(ω), and the corresponding phase shift,

ϕ, are plotted vs. ωτ. The effects of τ and ω on frequency

response are shown.

 For those values of ωτ for which the system responds with Ar

near unity, the measurement system transfers all or nearly all

of the input signal amplitude to the output and with very little

time delay; that is, X will be nearly equal to F in magnitude

and ϕ will be near zero degrees.

 1st Order Systems with Harmonic Input
 At large values of ωτ the measurement system filters out any frequency information of the input signal by responding with very small

amplitudes, which is seen by the small Ar(ω) , and by large time delays, as evidenced by increasingly nonzero ϕ.
 1st Order Systems with Harmonic Input
 Any equal product of ω and τ produces

the same results. If we wanted to measure

signals with high-frequency content, then

we would need a system having a small τ.

 On the other hand, systems of large τ may

be adequate to measure signals of low-

frequency content. Often the trade-offs

compete available technology against

cost.

dB = 20 log Ar(ω)
 1st Order Systems with Harmonic Input
 The dynamic error,δ(ω), of a system is defined as

δ(ω) = (X(ω) – F)/F

δ(ω) = Ar(ω) –1

It is a measure of the inability of a system to adequately reconstruct the amplitude of the input signal for a particular input frequency.

We normally want measurement systems to have an amplitude ratio at or near unity over the anticipated frequency band of the input

signal to minimize δ(ω) .

 As perfect reproduction of the input signal is not possible, some dynamic error is inevitable. We need some way to quantify this. For a

first-order system, we define a frequency bandwidth as the frequency band over which Ar(ω) > 0.707; in terms of the decibel defined as

dB = 20 log Ar(ω)

This is the band of frequencies within which Ar(ω) remains above 3 dB

 Example 2
A temperature sensor is to be selected to measure temperature within a reaction vessel. It is suspected that the temperature will

behave as a simple periodic waveform with a frequency somewhere between 1 and 5 Hz. Sensors of several sizes are available, each

with a known time constant. Based on time constant, select a suitable sensor, assuming that a dynamic error of 2% is acceptable.
 Example 2. Solution
 A temperature sensor is to be selected to measure ȁ𝛿 ሺωሻȁ ≤ 0.02
temperature within a reaction vessel. It is suspected that the
−0.02 ≤ 𝛿 ሺωሻ ≤ 0.02
temperature will behave as a simple periodic waveform with a

frequency somewhere between 1 and 5 Hz. Sensors of several −0.02 ≤ 𝐴𝑟 − 1 ≤ 0.02

sizes are available, each with a known time constant. Based 0.98 ≤ 𝐴𝑟 ≤ 1.02
on time constant, select a suitable sensor, assuming that an
1
absolute value for the dynamic error of 2% is acceptable. 0.98 ≤ ≤ 1.0
ඥ1 + ሺ𝜏𝜔ሻ2
 Accordingly, a sensor having a time constant of 6.4 ms or less
0 ≤ 𝜏𝜔 ≤ 0.2
will work.
The smallest value of 𝐴𝑟 will occur at
the largest frequency

𝜔 = 2𝜋𝑓 = 2𝜋(5)
0 ≤ 2𝜏𝜋(5) ≤ 0.2
𝜏 ≤ 6.4 × 10−3 s.
 Example 2. Solution
 A temperature sensor is to be selected to measure ȁ𝛿 ሺωሻȁ ≤ 0.02
temperature within a reaction vessel. It is suspected that the
−0.02 ≤ 𝛿 ሺωሻ ≤ 0.02
temperature will behave as a simple periodic waveform with a

frequency somewhere between 1 and 5 Hz. Sensors of several −0.02 ≤ 𝐴𝑟 − 1 ≤ 0.02

sizes are available, each with a known time constant. Based 0.98 ≤ 𝐴𝑟 ≤ 1.02
on time constant, select a suitable sensor, assuming that an
1
absolute value for the dynamic error of 2% is acceptable. 0.98 ≤ ≤ 1.0
ඥ1 + ሺ𝜏𝜔ሻ2
 Accordingly, a sensor having a time constant of 6.4 ms or less
0 ≤ 𝜏𝜔 ≤ 0.2
will work.
The smallest value of 𝐴𝑟 will occur at
the largest frequency

𝜔 = 2𝜋𝑓 = 2𝜋(5)
0 ≤ 2𝜏𝜋(5) ≤ 0.2
𝜏 ≤ 6.4 × 10−3 s.
 2nd Order Systems
 Example:

 Spring – mass damper

 RLC Circuits

 Accelerometers

 Mathematical Model:

𝑑2 𝑥 𝑑𝑥
2
+ 2𝜁𝜔𝑛 + 𝜔𝑛 2 𝑥 = 𝑓 ሺ𝑡ሻ
𝑑𝑡 𝑑𝑡
𝜁 Damping ratio (dimensionless)
𝜔𝑛 Natural frequency (1/s)
𝑓 ሺ𝑡ሻ: Input (quantity to be measured)
𝑥: Output (instrument response)
 2nd Order Systems with step input

𝑓ሺ𝑡ሻ = 𝐾𝑢(𝑡)
𝑑2 𝑥 𝑑𝑥
+ 2𝜁𝜔𝑛 + 𝜔𝑛
2
𝑥 = 𝐴𝑓ሺ𝑡ሻ
𝑑𝑡 2 𝑑𝑡
0 𝑡<0
𝑢ሺ𝑡ሻ = ቄ 𝜁 Damping ratio (dimensionless)
1 𝑡≥0
𝜔𝑛 Natural frequency (1/s)
ds 𝑓ሺ𝑡ሻ: Input (quantity to be measured)
𝑥: Output (instrument response)
𝐴: Arbitrary constant
2nd Order Systems with step input
2nd Order Systems with step input
2nd Order Systems with periodic input
2nd Order Systems with step input